Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-11 646.726928 662.379135 677.776266 694.058048 710.781867 727.454407 745.328435
2026-01-18 625.416213 648.395838 671.307567 695.864679 721.438657 747.285559 775.382655
2026-01-25 611.932792 640.160255 668.586843 699.361920 731.742425 764.804983 801.122074
2026-02-01 600.461779 632.853956 665.745178 701.650873 739.753432 778.991142 822.467101
2026-02-08 590.954383 626.885552 663.633929 704.042493 747.244792 792.067305 842.111415
2026-02-15 581.861282 620.832592 660.948148 705.347439 753.135930 803.050635 859.164544
2026-02-22 573.926499 615.624379 658.800559 706.873241 758.935011 813.649587 875.549783
2026-03-01 566.245128 610.371883 656.313116 707.747892 763.769683 822.984327 890.370839
2026-03-08 558.484287 604.766085 653.196957 707.699700 767.380881 830.802774 903.376345
2026-03-15 552.623056 601.017882 651.904923 709.453010 772.789376 840.439853 918.259918
2026-03-22 545.911657 596.147897 649.212088 709.500426 776.171455 847.728238 930.452323
2026-03-29 541.102068 593.216735 648.506241 711.602772 781.701978 857.288852 945.092340
2026-04-05 537.226851 591.217775 648.741938 714.673542 788.252665 867.952732 960.969263
2026-04-12 532.721299 588.400693 647.965685 716.520124 793.356908 876.948859 974.947908
2026-04-19 529.712492 587.152570 648.844507 720.133836 800.371993 888.035501 991.260274
2026-04-26 526.022043 585.046099 648.680278 722.499521 805.921209 897.435831 1005.652385
2026-05-03 522.595048 583.149270 648.673496 724.971377 811.532438 906.868312 1020.068251
2026-05-10 518.569544 580.492896 647.736281 726.320118 815.812188 914.754435 1032.704685
2026-05-17 514.868660 578.127231 647.057472 727.897139 820.297680 922.837694 1045.552190
2026-05-24 510.869181 575.348425 645.843428 728.801158 823.961810 929.948262 1057.266405
2026-05-31 506.385667 571.944662 643.851667 728.751348 826.477020 935.703430 1067.394538
2026-06-07 503.275837 570.051954 643.527634 730.563541 831.091567 943.841714 1080.275018
2026-06-14 499.134082 566.912094 641.719432 730.612550 833.625228 949.550891 1090.319045